1.
Valuing an Interest Rate Spread Option under the Multi-factor HJM Framework;
在多因素HJM框架之下估价一种利率差价期权
2.
Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion;
标的资产价格服从分数维布朗运动的差价期权定价
3.
The time value of an option is the difference between the premium on option and its intrinsic value.
期权的时间价值是期权费用与期权内在价值的差额。
4.
Credit Spread Options and Its Valuation With Monte Carlo Simulations;
信用利差期权及其Monte Carlo模拟定价
5.
Finite Difference Methods for Pricing the American Put Options;
美式看跌期权定价问题的有限差分法
6.
Further Analysis of Probability Mldel on Option Butterfly Spread;
期权蝶状价差概率模型的进一步分析
7.
Finite Difference Method for Two-asset Maximal Option Pricing;
两资产极大期权定价的有限差分方法
8.
Dynamic models of credit spreads and their applications to pricing options;
信用价差的动态模型及其在期权定价中的应用
9.
Gamma Time Change Process and Pricing Biases Correction of Black-scholes Option Pricing Model;
Gamma时变过程与Black-Scholes期权定价的定价偏差纠正
10.
Variance Reduction Techniques of Monte Carlo Simulation Methods in Options Pricing;
期权定价的蒙特卡罗模拟方差缩减技术研究
11.
Application of Finite Difference Methods in the Stock Option Pricing;
有限差分方法在股票期权定价中的应用
12.
The Statistical Properties of Implied Standard Deviation Inferred from European Options with Powers;
欧式幂期权定价中隐含标准差的统计特征
13.
THE APPLICATION OF FINITE DIFFERENCE METHOD IN PRICING CUM DIVIDED AMERICAN PUT OPTIONS;
有红利美式看跌期权定价的Crank-Nicolson有限差分法
14.
Upwind Difference Method for Solving the Pricing Problem of Asian Option;
求解亚式期权定价问题的迎风差分方法
15.
Comprehensive variance reduction techniques of Monte Carlo simulation methods for pricing options;
期权定价的蒙特卡罗模拟综合性方差减少技术
16.
An Empirical Research of Option Pricing with Autoregressivw Conditional Heteroskedasticity Model
关于条件异方差期权定价模型的实证研究
17.
Consumption-utility Based Pricing of Receipts Produced by a Non-traded Claim
不完备市场实物期权消费效用无差别定价
18.
The intrinsic of an option is the maximum of either zero or the market price minus the exercise price.
期权的内在价值最低为零，最高等于市场价格减履约价格的差额。